+55.0%
DDOG vs AA
+10.5%
+44.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.3% |
| 7D | -10.1% | -0.7% | -9.5% | -10.0% |
| 30D | -24.8% | +5.0% | -29.8% | -25.9% |
| 3M | -12.6% | -35.8% | +23.2% | -3.1% |
| 6M | +79.9% | -18.4% | +98.3% | +85.3% |
| YTD | +56.6% | -5.5% | +62.1% | +53.3% |
| 1Y | +61.6% | +61.0% | +0.6% | +34.8% |
| 3Y | +117.9% | +66.2% | +51.7% | +68.0% |
| All | +55.0% | +10.5% | +44.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling